| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,353.5 |
2,363.4 |
9.9 |
0.4% |
2,370.0 |
| High |
2,381.1 |
2,365.0 |
-16.1 |
-0.7% |
2,429.2 |
| Low |
2,350.3 |
2,334.3 |
-16.0 |
-0.7% |
2,326.9 |
| Close |
2,377.5 |
2,340.6 |
-36.9 |
-1.6% |
2,347.6 |
| Range |
30.8 |
30.7 |
-0.1 |
-0.3% |
102.3 |
| ATR |
37.8 |
38.2 |
0.4 |
1.0% |
0.0 |
| Volume |
2,439 |
1,909 |
-530 |
-21.7% |
13,786 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,438.7 |
2,420.4 |
2,357.5 |
|
| R3 |
2,408.0 |
2,389.7 |
2,349.0 |
|
| R2 |
2,377.3 |
2,377.3 |
2,346.2 |
|
| R1 |
2,359.0 |
2,359.0 |
2,343.4 |
2,352.8 |
| PP |
2,346.6 |
2,346.6 |
2,346.6 |
2,343.6 |
| S1 |
2,328.3 |
2,328.3 |
2,337.8 |
2,322.1 |
| S2 |
2,315.9 |
2,315.9 |
2,335.0 |
|
| S3 |
2,285.2 |
2,297.6 |
2,332.2 |
|
| S4 |
2,254.5 |
2,266.9 |
2,323.7 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,674.8 |
2,613.5 |
2,403.9 |
|
| R3 |
2,572.5 |
2,511.2 |
2,375.7 |
|
| R2 |
2,470.2 |
2,470.2 |
2,366.4 |
|
| R1 |
2,408.9 |
2,408.9 |
2,357.0 |
2,388.4 |
| PP |
2,367.9 |
2,367.9 |
2,367.9 |
2,357.7 |
| S1 |
2,306.6 |
2,306.6 |
2,338.2 |
2,286.1 |
| S2 |
2,265.6 |
2,265.6 |
2,328.8 |
|
| S3 |
2,163.3 |
2,204.3 |
2,319.5 |
|
| S4 |
2,061.0 |
2,102.0 |
2,291.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,429.2 |
2,326.9 |
102.3 |
4.4% |
42.5 |
1.8% |
13% |
False |
False |
2,198 |
| 10 |
2,429.2 |
2,326.9 |
102.3 |
4.4% |
38.5 |
1.6% |
13% |
False |
False |
2,269 |
| 20 |
2,500.2 |
2,326.9 |
173.3 |
7.4% |
37.0 |
1.6% |
8% |
False |
False |
2,263 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.4% |
36.2 |
1.5% |
8% |
False |
False |
1,640 |
| 60 |
2,500.2 |
2,214.0 |
286.2 |
12.2% |
37.7 |
1.6% |
44% |
False |
False |
1,486 |
| 80 |
2,500.2 |
2,083.2 |
417.0 |
17.8% |
33.7 |
1.4% |
62% |
False |
False |
1,271 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
19.1% |
30.8 |
1.3% |
64% |
False |
False |
1,113 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
19.1% |
29.1 |
1.2% |
64% |
False |
False |
991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,495.5 |
|
2.618 |
2,445.4 |
|
1.618 |
2,414.7 |
|
1.000 |
2,395.7 |
|
0.618 |
2,384.0 |
|
HIGH |
2,365.0 |
|
0.618 |
2,353.3 |
|
0.500 |
2,349.7 |
|
0.382 |
2,346.0 |
|
LOW |
2,334.3 |
|
0.618 |
2,315.3 |
|
1.000 |
2,303.6 |
|
1.618 |
2,284.6 |
|
2.618 |
2,253.9 |
|
4.250 |
2,203.8 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,349.7 |
2,357.7 |
| PP |
2,346.6 |
2,352.0 |
| S1 |
2,343.6 |
2,346.3 |
|